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Testing against second-order stochastic dominance of multiple distributions

International Journal of Biomathematics 2015年第3期8卷 225-236页

作者： Jianling Zhang Zhongzhan Zhang Weizhen Wang College of Applied Sciences Beijing University of Technology 100 Pingleyuan Chaoyang District Beijing 100124 P. R. China School of Mathematics and Information Sciences Weifang University Weifang 261061 P. R. China Department of Mathematics and StatisticsWright State University Dayton OH 45435 USA

second-order stochastic dominance plays an important role in reliability and various branches of economics such as finance and decision-making under risk, and statistical testing for the stochastic dominance is often useful in practice. In this paper, we present a test of stochastic equality under the constraint of second-order stochastic dominance based on the theory of empirical processes. The asymptotic distribution of the test statistic is obtained, and a simple method to compute the critical value is derived. Simulation results and real data examples are presented to illustrate the proposed test method.

关键词： second-order stochastic dominance asymptotic distribution hypothesis testing weak convergence.

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The Optimization Model of 4PL Routing Problem for Risk-averse Customer

The Optimization Model of 4PL Routing Problem for Risk-avers...

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第32届中国控制与决策会议

作者： Fengxia Wang Min Huang Xingwei Wang College of Information Science and Engineering State Key Laboratory of Synthetical Automation for Process IndustriesNortheastern University College of Computer Science and Engineering Northeastern University

In order to improve the customer’s satisfaction of logistics transportation under uncertain environment,this paper studies the 4 PL routing optimization problem considering customer risk-aversion *** using the second-order stochastic dominance theory to constrain the optimal route and characterize the customer’s risk attitude,to minimize the total cost,a mathematical model considering the risk-aversion behavior of customers is *** optimization model was solved by CPLEX optimization ***,the effectiveness of the model is verified by simulation *** results show that the model considering customer risk-averse behavior can obtain a route with lower risk than the current route.

关键词： 4PL routing optimization risk-aversion second-order stochastic dominance

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